+23.8%
ALC vs EFV
+126.9%
-103.1%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.1% | -2.1% | -2.1% |
| 7D | -2.1% | +1.5% | -3.6% | -3.2% |
| 30D | -0.1% | +1.7% | -1.8% | -1.4% |
| 3M | +5.9% | +8.6% | -2.8% | -0.9% |
| 6M | -15.9% | +11.7% | -27.6% | -23.2% |
| YTD | -10.1% | +19.3% | -29.4% | -22.1% |
| 1Y | -10.2% | +30.2% | -40.4% | -27.3% |
| 3Y | -13.6% | +91.6% | -105.1% | -47.9% |
| 5Y | -15.1% | +96.4% | -111.5% | -50.1% |
| All | +23.8% | +126.9% | -103.1% | -40.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded EFV wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling